This paper presents a decision-theoretic framework for dealing with quantum mechanical uncertainty. This uncertainty has two aspects: first, there is uncertainty about the state of a quantum system, and second, there is the inherent aspect of quantum mechanical uncertainty: even if the quantum state is known, the outcome of a measurement can remain uncertain. In this framework, measurements serve as actions with uncertain outcomes, and simple decision-theoretic assumptions ensure that Born's rule is included in the utility function associated with these actions. This approach separates (exact) probability theory from quantum mechanics, leaving room for a more general, so-called uncertain probability approach. This paper discusses the mathematical implications and provides a decision-theoretic foundation for the recent seminal work of Benavoli, Facchini, and Zaffalon, comparing it with an earlier approach by Deutsch and Wallace.